Gazprom PAO GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0000 | 0.00 | |
0.1884 | 408.69 | |
0.9990 | 2,042.94 | |
3.1158 | 186.07 |
Estimation Period:
Jan 24, 2006 to May 30, 2025
Jan 24, 2006 to May 30, 2025
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